Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of Forecasting 41 (2022) 6, pp. 1049-1064
empirical results shed light on the contribution to forecast performance of own uncertainty associated with a particular region … growth uncertainty significantly improves forecast performance in several cases, where we also document cross …Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty …